← Back to Screener
updated 2:40:47 AMFunding Arbitrage Backtester
Size$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~6.7d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+10.96%
30d Period Avg+6.45%
LONG OKX · nowKIOXIA-USDT-SWAP
+0.00%
30d avg:+50.62%
SHORT Gate.io · now
+10.96%
30d avg:+57.07%
Entry Spread Now
+0.230%
In your favorL 356.8600 · S 357.6800+$22.98 if it converges
24h range −0.72%…+0.06% · median −0.28%
Long pays every8hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.020%/taker0.050%
Limited funding history — chart clipped to available data
- Gate.io (Short): data starts Aug 6, 2026 (11d available out of 30d requested)
KPIs (Total PnL, APR, Win Rate) calculated only over the available data range.
Sparse settlements: long 99%, short 32% of expected. KPIs may be noisy.
Loading Funding History…
↗Total PnL
+$15.91
+0.16%
$Avg Daily PnL
+$1.16
+0.0116%
★Best Day
+$39.20
Aug 3
◎Open Interest
OKX$553.1K
Gate.io$49.0K⚡Funding APR
+4.23%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
17.3d
to break even
◧24h Volume
OKX$510.0KGate.io$10.2KLoading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.